+86.1%
QQQ vs ARWR
+85.8%
+0.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | -0.2% | -19.9% | +19.7% | +2.0% |
| 30D | -7.5% | -18.7% | +11.3% | -5.6% |
| 3M | -3.8% | -44.7% | +40.9% | +2.0% |
| 6M | -3.0% | -36.5% | +33.5% | +1.0% |
| YTD | +12.8% | -25.7% | +38.4% | +14.8% |
| 1Y | +11.6% | +18.9% | -7.3% | +7.3% |
| All | +86.1% | +85.8% | +0.4% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling